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Valaris Limited VAL

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Market datapartial · fetched 2026-10-22T21:03:04.568Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.002489409Z

FundamentalsAlpha Vantage · unavailable

Share price$92.19
1D+0.5%
AH$87$89$90$92$935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVAL
Sold putSold callAH

Valaris Limited options

Live interpolated VAL call and put midpoint premiums by absolute delta.Valaris Limited$0.94$4.68$8.42$12.16$15.91$74.63$83.18$91.72$100.27$108.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VAL spot · $92.19VAL PRICE$1.34$1.96$2.58$3.15$3.53$4.11$4.66$5.58$6.90$7.58$8.30$9.07$11.74$1.76$2.24$2.92$3.68$4.49$5.28$6.28$7.49$8.86$10.11$11.49$12.93$14.83
PutsExpensive1.11×
CallsFair1.01×
SkewBearish+3.29 pp
Implied moveBearish±$10.95
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.5647.9%14.9%81.9556.0%13.0%
25Δ102.9651.1%13.8%84.4653.5%10.8%
30Δ101.3554.3%12.7%86.3853.9%9.5%
35Δ99.5556.0%11.4%88.1854.8%8.3%
40Δ97.0051.6%9.0%89.9855.3%7.3%
45Δ95.1250.7%7.6%91.7754.3%6.2%
50Δ93.4048.9%6.4%93.6054.6%5.3%
55Δ91.6950.1%5.5%95.5055.6%4.5%
60Δ90.0054.6%5.1%97.5256.6%3.8%
65Δ88.3851.9%4.1%99.4655.6%3.1%
70Δ86.8349.3%3.2%101.4654.3%2.4%
75Δ85.3546.8%2.4%103.4952.9%1.8%
80Δ82.3853.5%2.1%105.9352.2%1.2%

20Δ

Calls
Pseudo strike
104.56
IV
47.9%
B/E move
14.9%
Puts
Pseudo strike
81.95
IV
56.0%
B/E move
13.0%

25Δ

Calls
Pseudo strike
102.96
IV
51.1%
B/E move
13.8%
Puts
Pseudo strike
84.46
IV
53.5%
B/E move
10.8%

30Δ

Calls
Pseudo strike
101.35
IV
54.3%
B/E move
12.7%
Puts
Pseudo strike
86.38
IV
53.9%
B/E move
9.5%

35Δ

Calls
Pseudo strike
99.55
IV
56.0%
B/E move
11.4%
Puts
Pseudo strike
88.18
IV
54.8%
B/E move
8.3%

40Δ

Calls
Pseudo strike
97.00
IV
51.6%
B/E move
9.0%
Puts
Pseudo strike
89.98
IV
55.3%
B/E move
7.3%

45Δ

Calls
Pseudo strike
95.12
IV
50.7%
B/E move
7.6%
Puts
Pseudo strike
91.77
IV
54.3%
B/E move
6.2%

50Δ

Calls
Pseudo strike
93.40
IV
48.9%
B/E move
6.4%
Puts
Pseudo strike
93.60
IV
54.6%
B/E move
5.3%

55Δ

Calls
Pseudo strike
91.69
IV
50.1%
B/E move
5.5%
Puts
Pseudo strike
95.50
IV
55.6%
B/E move
4.5%

60Δ

Calls
Pseudo strike
90.00
IV
54.6%
B/E move
5.1%
Puts
Pseudo strike
97.52
IV
56.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
88.38
IV
51.9%
B/E move
4.1%
Puts
Pseudo strike
99.46
IV
55.6%
B/E move
3.1%

70Δ

Calls
Pseudo strike
86.83
IV
49.3%
B/E move
3.2%
Puts
Pseudo strike
101.46
IV
54.3%
B/E move
2.4%

75Δ

Calls
Pseudo strike
85.35
IV
46.8%
B/E move
2.4%
Puts
Pseudo strike
103.49
IV
52.9%
B/E move
1.8%

80Δ

Calls
Pseudo strike
82.38
IV
53.5%
B/E move
2.1%
Puts
Pseudo strike
105.93
IV
52.2%
B/E move
1.2%

Options history

No recorded observations